+957.3%
TT vs TCOM
-12.7%
+969.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | 0.0% |
| 7D | +1.4% | -10.2% | +11.6% | +2.9% |
| 30D | -6.7% | -16.8% | +10.2% | -4.3% |
| 3M | -5.4% | -16.7% | +11.3% | -3.4% |
| 6M | +4.4% | -27.1% | +31.5% | +8.6% |
| YTD | +14.9% | -45.5% | +60.4% | +24.3% |
| 1Y | +9.3% | -45.9% | +55.1% | +18.1% |
| 3Y | +121.7% | +9.8% | +112.0% | +109.1% |
| 5Y | +148.2% | +23.8% | +124.4% | +119.4% |
| 10Y | +957.3% | -10.8% | +968.0% | +786.5% |
| All | +957.3% | -12.7% | +969.9% | +786.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TCOM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling